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Trade: ONE/USDT/120/SINWMA/KCU/999

Strategy
ONE/USDT/120/SINWMA/KCU/999
Pair
ONE_USDT
Interval
2h
Score
705985
Daily Profit
1.749093
Profit Factor
4.036851
Profitability
38.187702
Streak
12.433440
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-05 11:24
Expiration Time
2025-12-19 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3643938.2394 3571988.9272 71949.3122 677348.1748 -4480464.0246 5157812.1993
Total P&L (%) 3643.9382 3571.9889 71.9493 677.3482 -4480.464 5157.8122
Avg Daily Profit (%) 1.7491 1.7146 0.0345 0.0985 0 0.1904
Buy And Hold Return (%) 101.354 101.354 101.354 101.354 101.354 101.354
Max Trade Drawdown -205853 -206261 -79693 -14130839 -17215026 -2944278
Profit Factor 4.0369 5.2066 1.2051 1.0119 0.8927 1.3449
Total Trades 309 154 155 309 154 155
Winning Trades 118 45 73 118 45 73
Losing Trades 191 109 82 191 109 82
Profitability (%) 38.1877 29.2208 47.0968 38.1877 29.2208 47.0968
Ratio Avg Win / Avg Loss 6.5342 12.6116 1.3537 1.638 2.1624 1.5107
Largest Winning Trade 3195983 3195983 44973 8888088 8888088 2985061
Largest Losing Trade -48830 -48830 -30905 -5692728 -5692728 -1843613
Avg Bars in Trades 79 137 22 79 137 22
Avg Bars in Winners 124 273 32 124 273 32
Avg Bars in Losers 51 80 12 51 80 12
Bars Traded 24561 21146 3415 24561 21146 3415
Profit Streak 12.4334 12.4334 62.4334 12.4334 12.4334 62.4334
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 705985 416245 -312652 -269040 -588344 352954
Evaluation Data
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579579200000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652649258,
    "expiration_time": 1766124000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 5
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            3643938.239410118,
            3571988.927230416,
            71949.3121797038,
            677348.174774687,
            -4480464.024574304,
            5157812.199348992
        ],
        [
            3643.938239,
            3571.988927,
            71.949312,
            677.348175,
            -4480.464025,
            5157.812199
        ],
        [
            1.749093,
            1.714557,
            0.034536,
            0.098483,
            0,
            0.190372
        ],
        [
            101.353965,
            101.353965,
            101.353965,
            101.353965,
            101.353965,
            101.353965
        ],
        [
            -205853,
            -206261,
            -79693,
            -14130839,
            -17215026,
            -2944278
        ],
        [
            4.036851,
            5.206635,
            1.205115,
            1.01194,
            0.892745,
            1.344855
        ],
        [
            309,
            154,
            155,
            309,
            154,
            155
        ],
        [
            118,
            45,
            73,
            118,
            45,
            73
        ],
        [
            191,
            109,
            82,
            191,
            109,
            82
        ],
        [
            38.187702,
            29.220779,
            47.096774,
            38.187702,
            29.220779,
            47.096774
        ],
        [
            6.534225,
            12.611627,
            1.353691,
            1.63797,
            2.162427,
            1.510659
        ],
        [
            3195983,
            3195983,
            44973,
            8888088,
            8888088,
            2985061
        ],
        [
            -48830,
            -48830,
            -30905,
            -5692728,
            -5692728,
            -1843613
        ],
        [
            79,
            137,
            22,
            79,
            137,
            22
        ],
        [
            124,
            273,
            32,
            124,
            273,
            32
        ],
        [
            51,
            80,
            12,
            51,
            80,
            12
        ],
        [
            24561,
            21146,
            3415,
            24561,
            21146,
            3415
        ],
        [
            12.43344,
            12.43344,
            62.43344,
            12.43344,
            12.43344,
            62.43344
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            705985,
            416245,
            -312652,
            -269040,
            -588344,
            352954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579579200000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759652649258,
    "expiration_time": 1766124000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 16,
            "offset": 0,
            "scalar": 5
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)